Contraints & Camtrack
Track To Constraint

In order to use Track To Constraint, follow these steps:


Add your camera
Add the empty
Select the camera, then hold down SHIFT and select the empty -- this will make both the camera and the empty selected at the same time. You can tell if they are both selected because they should both be highlighted at the same time
NOTE: The order you select these in is very important: first select the camera, then hold down SHIFT while selecting the empty
Then press CTRLT -> Track To Constraint
Here is a demonstration:  




Here is a second, alternative method you can use once you have added your camera and the empty:  


Select the camera  
In the Object Properties panel, under the Constraints tab, set Target to the empty, as shown here: